STRATEGY REPORT: TSM

// Taiwan Semiconductor Manufacturing Company Limited | 2026-02-16 14:53

Volatility Distribution
Market Move Count Probability
Extreme Drop (> -10%) 1 0.2%
Large Drop (-5% to -10%) 9 1.8%
Moderate Drop (-2.5% to -5%) 46 9.2%
Normal Drop (-1% to -2.5%) 86 17.2%
Quiet (< ±1%) 178 35.5%
Normal Rise (1% to 2.5%) 102 20.4%
Moderate Rise (2.5% to 5%) 63 12.6%
Large Rise (5% to 10%) 15 3.0%
Extreme Rise (> 10%) 1 0.2%
analyticsDISTRIBUTION INSIGHTS

- Quiet Days: ~35% of the time. Don't force trades here.
Streak Analysis

DIRECTIONAL BIAS [2Y]

UP DAYS
53.5%
DOWN DAYS
46.5%
Streak Frequency
1-Day 126
2-Day 61
3-Day 30
4-Day 17
5-Day 10
6+ Day 7
boltTACTICAL IMPLICATION

- Most common swing duration: 1 days.
- Probability of verifying extended trends diminishes significantly after Day 3.